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AMSTERDAM – PARIS
Lisa Lorentzen
Haakon Waadeland
Department of Mathematics
Norwegian University of Science and Technology
Trondheim
Norway
AMSTERDAM – PARIS
Atlantis Press
29 avenue Laumière
75019 Paris, France
For information on all Atlantis Press publications, visit our website at: www.atlantis-press.com.
Copyright
This book, or any parts thereof, may not be reproduced for commercial purposes in any
form or by any means, electronic or mechanical, including photocopying, recording or
any information storage and retrieval system known or to be invented, without prior
permission from the Publisher.
15 years have passed since the first edition of this book was written. A lot has
happened since then – also in continued fraction theory. New ideas have emerged
and some old results have gotten new proofs. It was therefore time to revise our
book “Continued Fractions with Applications” which appeared in 1992 on Elsevier.
The interest in using continued fractions to approximate special functions has also
grown since then. Such fractions are easy to program, they have impressive conver-
gence properties, and their convergence is often easy to accelerate. They even have
good and reliable truncation error bounds which makes it possible to control the
accuracy of the approximation. The bounds are both of the a posteriori type which
tells the accuracy of a done calculation, and of the a priori type which can be used to
determine the number of terms needed for a wanted accuracy. This important aspect
is treated in this first volume of the second edition, along with the basic theory.
In the second volume we focus more on continued fraction expansions of analytic
functions. There are several beautiful connections between analytic function the-
ory and continued fraction expansions. We can for instance mention orthogonal
polynomials, moment theory and Padé approximation.
We have tried to give credit to people who have contributed to the continued fraction
theory up through the ages. But some of the material we believe to be new, at least
we have found no counterpart in the literature. In particular, we believe that tail
sequences play a more fundamental role in this book than what is usual. This way
of looking at continued fractions is very fruitful.
Each chapter is still followed by a number of problems. This time we have marked
the more theoretic ones by ♠. We have also kept the appendix from the first edition.
This list of continued fraction expansions of special functions was so well received
that we wanted it to stay as part of the book. Finally, we have kept the informality
in the sense that the first chapter consists almost entirely of examples which show
what continued fractions are good for. The more serious theory starts in Chapter 2.
Lisa Lorentzen carries the main responsibility for the revisions in this second edi-
tion. Through the first year of its making, Haakon Waadeland was busy writing a
handbook on continued fractions, together with an international group of people.
This left Lisa Lorentzen with quite free hands to choose the contents and the way
of presentation. Still, he has played an important part in the later phases of the
work on volume 1. For volume 2 Lisa Lorentzen bears the blame alone.
v
Preface
The name
Shortly before this book was finished, we sent out a number of copies of Chapter 1,
under the name “A Taste of Continued Fractions”. Now, in the process of working our
way through the chapters on a last minute search for errors, unintended omissions
and overlaps, or other unfortunate occurrences, we feel that this title might have been
the right one even for the whole book. In most of the chapters, in particular in the
applications, a lot of work has been put into the process of cutting, canceling and “non-
writing”. In many cases we are just left with a “taste”, or rather a glimpse of the role of
the continued fractions within the topic of the chapter. We hope that we thereby can
open some doors, but in most cases we are definitely not touring the rooms.
The chapters
Each chapter starts with some introductory information, “About this chapter”. The
purpose is not to tell about the contents in detail. That has been done elsewhere.
What we want is to tell about the intention of the chapter, and thereby also to adjust
the expectations to the right (moderate) level. Each chapter ends with a reference
list, reflecting essentially literature used in preparing that particular chapter. As a
result, books and papers will in many cases be referred to more than once in the book.
On the other hand, those who look for a complete, updated bibliography on the field
will look in vain. To present such a bibliography has not been one of the purposes
of the book.
The authors
The two authors are different in style and approach. We have not made an effort to
hide this, but to a certain extent the creative process of tearing up each other’s drafts
and telling him/her to glue it together in a better way (with additions and omissions)
may have had a certain disguising effect on the differences. This struggling type of
cooperation leaves us with a joint responsibility for the whole book. The way we then
distribute blame and credit between us is an internal matter.
vi
Preface vii
For whom?
We are aiming at two kinds of readers: On the one hand people in or near mathemat-
ics, who are curious about continued fractions; on the other hand senior-graduate level
students who would like an introduction (and a little more) to the analytic theory
of continued fractions. Some basic knowledge about functions of a complex variable, a
little linear algebra, elementary differential equations and occasionally a little dash of
measure theory is what is needed of mathematical background. Hopefully the students
will appreciate the problems included and the examples. They may even appreciate
that some examples precede a properly established theory. (Others may dislike it.)
Words of gratitude
We both owe a lot to Wolf Thron, for what we have learned from him, for inspiration
and help, and for personal friendship. He has read most of this book, and his remarks,
perhaps most of all his objections, have been of great help for us. Our gratitude also
extends to Bill Jones, his closest coworker, to Arne Magnus, whose recent death
struck us with sadness, and to all other members of the Colorado continued fraction
community. Here in Trondheim Olav Njåstad has been a key person in the field, and
we have on several occasions had a rewarding cooperation with him.
Many people, who had received our Chapter I, responded by sending friendly and
encouraging letters, often with valuable suggestions. We thank them all for their
interest and kind help.
The main person in the process of changing the hand-written drafts to a camera-
ready copy was Leiv Arild Andenes Jacobsen. His able mastering of LaTeX, in
combination with hard work, often at times when most people were in bed, has
left us with a great debt of gratitude. We also want to thank Arild Skjølsvold and
Irene Jacobsen for their part of the typing job. We finally thank Ruth Waadeland,
who made all the drawings, except the LaTeX-made ones in Chapter XI.
The Department of Mathematics and Statistics, AVH, The University of Trondheim
generously covered most of the typing expenses. The rest was covered by Elsevier
Science Publishers. We are most grateful to Claude Brezinski and Luc Wuytack for
urging us to write this book, and to Elsevier Science Publishers for publishing it.
1 Introductory examples 1
1.1 Basic concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 2
1.1.1 Prelude to a definition . . . . . . . . . . . . . . . . . . . . . . . .. . . . 2
1.1.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 5
1.1.3 Computation of approximants . . . . . . . . . . . . . . . . . .. . . . 10
1.1.4 Approximating the value of K(an/bn) . . . . . . . . . . . . .. . . . 11
1.2 Regular continued fractions . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 14
1.2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 14
1.2.2 Best rational approximation . . . . . . . . . . . . . . . . . . . .. . . . 17
1.2.3 Solving linear diophantine equations . . . . . . . . . . . . . .. . . . 21
1.2.4 Grandfather clocks . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 22
1.2.5 Musical scales . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 23
1.3 Rational approximation to functions . . . . . . . . . . . . . . . . . . .. . . . 25
1.3.1 Expansions of functions . . . . . . . . . . . . . . . . . . . . . . .. . . . 25
1.3.2 Hypergeometric functions . . . . . . . . . . . . . . . . . . . . .. . . . 27
1.4 Correspondence between power series and continued fractions .. . . . 30
1.4.1 From power series to continued fractions . . . . . . . . . .. . . . 30
1.4.2 From continued fractions to power series . . . . . . . . . .. . . . 33
1.4.3 One fraction, two series; analytic continuation . . . . . . .. . . . 33
1.4.4 Padé approximation . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 35
1.5 More examples of applications . . . . . . . . . . . . . . . . . . . . . . .. . . . 38
1.5.1 A differential equation . . . . . . . . . . . . . . . . . . . . . . . .. . . . 38
1.5.2 Moment problems and divergent series . . . . . . . . . . . .. . . . 39
1.5.3 Orthogonal polynomials . . . . . . . . . . . . . . . . . . . . . . .. . . . 42
1.5.4 Thiele interpolation . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 43
1.5.5 Stable polynomials . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 45
1.6 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 46
1.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . 48
2 Basics 53
2.1 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.1.1 Properties of linear fractional transformations . . . . . . . . . . . 54
2.1.2 Convergence of continued fractions . . . . . . . . . . . . . . . . . . . 59
2.1.3 Restrained sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.1.4 Tail sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.1.5 Tail sequences and three term recurrence relations . . . . . . . . 65
ix
x Contents
3 Convergence criteria 99
3.1 Tools . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
3.1.1 The Stern-Stolz Divergence Theorem . . . . . . . . . . . . . . . . . . 100
3.1.2 The Lane-Wall Characterization . . . . . . . . . . . . . . . . . . . . . 103
3.1.3 Truncation error bounds. . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.1.4 Mapping with linear fractional transformations. . . . . . . . . . . 108
3.1.5 The Stieltjes-Vitali Theorem . . . . . . . . . . . . . . . . . . . . . . . . 114
3.1.6 A simple estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
3.2 Classical convergence theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
3.2.1 Positive continued fractions . . . . . . . . . . . . . . . . . . . . . . . . 116
3.2.2 Alternating continued fractions . . . . . . . . . . . . . . . . . . . . . . 122
3.2.3 Stieltjes continued fractions . . . . . . . . . . . . . . . . . . . . . . . . 124
3.2.4 The Śleszyński-Pringsheim Theorem . . . . . . . . . . . . . . . . . . 129
3.2.5 Worpitzky’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.2.6 Van Vleck’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
3.2.7 The Thron-Lange Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 148
3.2.8 The parabola theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
3.3 Additional convergence theorems. . . . . . . . . . . . . . . . . . . . . . . . . . 160
3.3.1 Simple bounded circular value sets . . . . . . . . . . . . . . . . . . . 160
3.3.2 Simple unbounded circular value sets. . . . . . . . . . . . . . . . . . 163
3.4 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
3.5 Problems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
Bibliography 295
Index 306
Chapter 1
Introductory examples
We have often been asked questions, by students as well as by established math-
ematicians, about continued fractions: what they are and what they can be used
for. Sometimes the questions have been raised under circumstances where a quick
answer is the only alternative to no answer: in the discussion after a talk or lecture,
by a cup of coffee in a short break, in an airplane cabin or on a mountain hike. In
responding to these questions we have often been pleased by the sparks of interest
we have seen, indicating that we had managed to transmit a glimpse of new and
apparently appealing knowledge. In quite a few cases this led to further contact
and “ follow-up activities”.
This introductory chapter is to a large extent inspired by the questions we have
received and governed by the answers we have given. There is of course a great
danger: A quick answer is often a wrong answer. It may tell the truth and nothing
but the truth, but it definitely does not tell the whole truth. This may lead to
false guesses. This danger is in particular great in cases where observations and
experiments are used to create and support guesses. But we still wanted to keep
this often non-accepted, but highly useful aspect of mathematics as part of the
introductory chapter. We have tried to reduce the danger, partly by the way things
are phrased, partly by indicating briefly how wrong such guesses can be, and finally
by referring to a more careful treatment later in the book. Still, we have chosen to
introduce some basic notation and definitions in the first section of the first chapter.
In this new edition it has been important not only to maintain the intention of
the introductory chapter, but also to increase the number of examples. We have
therefore moved the convergence theorems to Chapter 3 to make some more space.
In doing this we are violating rules and traditions for presentation of mathematics,
namely to present the basic theory first, and then illustrate it by examples. This is
done on purpose, in the belief that what is lost in mathematical style and structure
is gained in glimpses of what it is all about, and in wetting the appetite and curiosity.
For simplicity we assume that all an = 0, and we allow fn = ∞. Then {fn } is well
defined in C := C ∪ {∞} where C is the set of complex numbers. Similarly to what
we have for sums and products, this also leads to a concept, having to do with the
nonterminating continuation of the process, in this case the concept of a continued
fraction
∞
K
an
n=1 1
:=
a1
a2
. (1.1.5)
1+
a3
1+
1 + ··
·
(The letter K is chosen since Kettenbruch is the German name for a continued frac-
tion.) Convergence of (1.1.5) means convergence of the sequence {fn } of approxi-
mants. We also accept convergence to ∞, as suggested by Pringsheim ([Prin99a]).
The limit f := lim fn is the value of the convergent continued fraction when it exists,
and then we adopt the tradition from series and infinite products and write
∞
f= K an
n=1 1
= K∞
n=1 (an /1) = K(an /1) . (1.1.6)
(An empty continued fraction Knk=m (ak /1) := 0 for m > n.) For simplicity we shall
write the continued fraction (1.1.5) as
∞
K an =: a11
n=1 1
a2 a3
+ 1 + 1 +···
.
Note where we place the plus signs to indicate the fraction structure. This distin-
guishes the continued fraction (1.1.5) from the series (1.1.1).
Quite similarly we can construct, from any sequence {bn } of complex numbers, a
continued fraction
∞
K1
n=1 bn
=
1
1
=
1 1 1
b1 + b2 + b3 + · · ·
, (1.1.7)
b1 +
1
b2 +
b 3 + ··
·
or from two sequences, {an } and {bn } of complex numbers, where all an = 0, a
continued fraction
∞
K an =
n=1 bn
a1
a2
=
a1 a2 a3
b1 + b2 + b3 + · · ·
. (1.1.8)
b1 +
a3
b2 +
b 3 + ··
·
We write K(1/bn ) and K(an /bn ) for these structures.
In all the three cases the nth approximant fn is what we get by truncating the
continued fraction after n fraction terms ak /bk , and convergence means convergence
of {fn }. (1.1.5) and (1.1.7) are obviously special cases of (1.1.8). In the particular
case when in (1.1.7) all bn are natural numbers, we get the regular continued fraction,
well known in number theory.
Let us take a look at the common pattern in the three cases: series, products and
continued fractions (and other constructions for that matter). In all three cases
the construction can be described in the following way: We have a sequence {φk }
of mappings from C to C.
By composition we construct a new sequence {Φn } of
mappings
Φ1 := φ1 , Φn := Φn−1 ◦ φn = φ1 ◦ φ2 ◦ · · · ◦ φn . (1.1.9)
For series we have
φk (w) := w + ak ,
and
Φn (w) = φ1 ◦ φ2 ◦ · · · ◦ φn (w) = a1 + a2 + · · · + an + w .
For products we have
φk (w) := w · ak ,
and
Φn (w) = φ1 ◦ φ2 ◦ · · · ◦ φn (w) = a1 · a2 · · · an · w .
For continued fractions (1.1.8) we have
ak
φk (w) := ,
bk + w
and
a1 a2 an
Φn (w) = φ1 ◦ φ2 ◦ · · · ◦ φn (w) = . (1.1.10)
b1 + b2 +· · · + bn + w
1.1.2 Definitions 5
These infinite structures can be regarded formally, but in applications the question
of convergence often comes up. Convergence of a series is defined as convergence of
{Φn (0)}, convergence of an infinite product is defined as convergence of {Φn (1)},
and convergence of a continued fraction is defined as convergence of {Φn (0)}.
1.1.2 Definitions
A linear fractional transformation (or Möbius transformation) τ is a mapping of
form
aw + b
τ (w) = ; a, b, c, d ∈ C with ad − bc = 0.
cw + d
This representation of τ is not unique since we can multiply the coefficients a, b, c
and d with any fixed non-zero constant without changing the mapping. However,
we identify all these representations as one single transformation (mapping) τ .
We shall denote this family of mappings by M. Sometimes one emphasizes that ad−
bc = 0 by saying that τ is non-singular, as opposed to the singular transformations
with ad − bc = 0 which do not belong to M. A singular transformation is constant
wherever it is meaningful, whereas τ ∈ M maps C univalently onto C.
We define a continued fraction in terms of linear fractional transformations:
' $
Remark: That {Sn } is a sequence from M is easily seen by the fact that
S n = s 0 ◦ s 1 ◦ · · · ◦ sn where
an (1.2.2)
s0 (w) := b0 + w , sn (w) := for n ∈ N.
bn + w
Obviously sn ∈ M when an = 0, and thus Sn ∈ M since compositions of linear
fractional transformations are again linear fractional transformations (which is eas-
ily verified). We owe it to Weyl ([Weyl10]) for this very useful connection between
continued fractions and the class M. Normally we set b0 := 0, in which case φk = sk
and Φk = Sk in (1.1.10). Still, it is useful to have the possibility to set b0 = 0.
The numbers an and bn are called the elements of b0 + K(an /bn ), and abnn is called
a fraction term of b0 + K(an /bn ). Evaluations Sn (w) of Sn are called nth approxi-
mants. The name “ convergents” has also been used in the literature. Historically,
6 Chapter 1: Introductory examples
fn := Sn (0) (1.2.3)
is called the nth tail of b0 + K(an /bn ). This is also a continued fraction, and it
converges if and only if b0 + K(an /bn ) converges. Indeed, (1.2.4) converges to f (n)
if and only if b0 + K(an /bn ) converges to
f = Sn (f (n) ). (1.2.5)
The sequence {f (n) } is then called the sequence of tail values for b0 + K(an /bn ).
This sequence will be important in our investigations.
' $
An−1 w + An
Sn (w) = for n = 1, 2, 3, . . . (1.2.6)
Bn−1 w + Bn
where
so (1.2.7) holds for n = 1. To see that it holds for general n ∈ N, we observe that
An−1 + An−2 an
bn + w
Sn (w) = Sn−1 (sn (w)) = .
Bn−1 + Bn−2 an
bn + w
An and Bn are called the nth canonical numerator and denominator of b0 +K(an /bn ),
or just its nth numerator and denominator for short. These names are quite natural
since
fn = Sn (0) = An /Bn . (1.2.8)
The useful determinant formula
n
Δn := An−1 Bn − An Bn−1 = (−ak ) (1.2.9)
k=1
Another simple, but important observation follows from the fact that
n
Sn (wn ) = S0 (w0 ) + (Sk (wk ) − Sk−1 (wk−1 )). (1.2.11)
k=1
and thus
n k−1
λk m=1 (−am )
Sn (wn ) = b0 + w0 + . (1.2.13)
(Bk−1 wk + Bk )(Bk−2 wk−1 + Bk−1 )
k=1
For the case wk := 0 for all k, we get the well known Euler-Minding formula
An (−1)k a1 a2 · · · ak
n Δk n
fn = = b0 − = b0 − , (1.2.14)
Bn Bk Bk−1 Bk Bk−1
k=1 k=1
where Δk is given by (1.2.9). This formula was used by Euler ([Euler48]) and
rediscovered by Minding ([Mind69]). Of course, Euler considered classical approxi-
mants An /Bn , and the recurrence relations (1.2.7) are normally attributed to him
([Euler48], Chapter 18).
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